The file data.fmt is a gauss data set that contains the price, order flow
and trade intensity data used to estimate the models in "FX Trading and
exchange rate dynamics". The format of the file is:

Col   1             2            3        4
    (dp^a)*100    (dp^b)*100   x/100      n/100

where  dp^a is the change in purchase price
       dp^b is the change in sales price
       x is order flow
       n is trade intensity

All variables are based on a five minute observation window.